Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1,04% | 95,15 % | 96,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 606 CHF | 96 606 CHF | 98,15% | 98,15% |
19/11/2024 | 1,04% | 95,90 % | 96,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 405 CHF | 96 405 CHF | 93,72% | 93,72% |
18/11/2024 | 1,04% | 96,25 % | 97,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 036 CHF | 97 036 CHF | 80,48% | 80,48% |
15/11/2024 | 1,03% | 95,55 % | 96,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 172 CHF | 97 172 CHF | 88,20% | 88,20% |
14/11/2024 | 1,04% | 96,00 % | 97,00 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 006 CHF | 97 006 CHF | 65,45% | 65,45% |
13/11/2024 | 1,04% | 95,85 % | 96,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 95 985 CHF | 96 985 CHF | 74,61% | 74,61% |
12/11/2024 | 1,03% | 96,20 % | 97,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 96 492 CHF | 97 492 CHF | 50,12% | 50,12% |
11/11/2024 | 1,01% | 97,95 % | 98,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 182 CHF | 99 182 CHF | 79,69% | 79,69% |
08/11/2024 | 1,02% | 97,70 % | 98,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 956 CHF | 98 956 CHF | 86,81% | 86,81% |
07/11/2024 | 1,01% | 98,45 % | 99,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 716 CHF | 99 715 CHF | 99,16% | 99,16% |